+7,836.4%
NVDA vs CAT
+696.4%
+7,140.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -12.7% | +7.4% | -20.2% | -16.6% |
| 30D | -26.4% | -19.7% | -6.7% | -17.0% |
| 3M | -27.6% | -29.6% | +2.0% | -12.2% |
| 6M | -27.7% | -33.2% | +5.5% | -10.8% |
| YTD | -12.5% | +5.7% | -18.1% | -19.7% |
| 1Y | -12.6% | +9.3% | -22.0% | -21.6% |
| 3Y | +235.9% | +158.3% | +77.6% | +73.9% |
| 5Y | +438.2% | +211.6% | +226.6% | +142.3% |
| All | +7,836.4% | +696.4% | +7,140.0% | +1,903.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling